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Soc. Generale Call 62 HEI 20.12.2.../  DE000SQ6UB34  /

Frankfurt Zert./SG
2024-06-21  9:48:40 PM Chg.-0.100 Bid9:57:04 PM Ask9:57:04 PM Underlying Strike price Expiration date Option type
3.410EUR -2.85% 3.410
Bid Size: 2,000		 3.490
Ask Size: 2,000		 HEIDELBERG MATERIALS... 62.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ6UB3
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 62.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 3.25
Implied volatility: 0.49
Historic volatility: 0.23
Parity: 3.25
Time value: 0.23
Break-even: 96.80
Moneyness: 1.52
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.58%
Delta: 0.93
Theta: -0.02
Omega: 2.52
Rho: 0.26
 

Quote data

Open: 3.500
High: 3.500
Low: 3.330
Previous Close: 3.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month
  -7.08%
3 Months
  -9.31%
YTD  
+60.85%
1 Year  
+102.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.630 3.410
1M High / 1M Low: 3.950 3.380
6M High / 6M Low: 4.060 1.910
High (YTD): 2024-05-10 4.060
Low (YTD): 2024-01-03 1.910
52W High: 2024-05-10 4.060
52W Low: 2023-10-20 1.080
Avg. price 1W:   3.528
Avg. volume 1W:   0.000
Avg. price 1M:   3.609
Avg. volume 1M:   0.000
Avg. price 6M:   3.064
Avg. volume 6M:   0.000
Avg. price 1Y:   2.319
Avg. volume 1Y:   0.000
Volatility 1M:   54.64%
Volatility 6M:   62.02%
Volatility 1Y:   73.25%
Volatility 3Y:   -